Tarapur Transformers (India) Alpha and Beta Analysis
| TARAPUR Stock | 45.49 0.93 2.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Tarapur Transformers Limited. It also helps investors analyze the systematic and unsystematic risks associated with investing in Tarapur Transformers over a specified time horizon. Remember, high Tarapur Transformers' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Tarapur Transformers' market risk premium analysis include:
Beta (0.09) | Alpha 1.03 | Risk 2.69 | Sharpe Ratio 0.44 | Expected Return 1.17 |
Tarapur Transformers Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Tarapur |
Tarapur Transformers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Tarapur Transformers market risk premium is the additional return an investor will receive from holding Tarapur Transformers long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Tarapur Transformers. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Tarapur Transformers' performance over market.| α | 1.03 | β | -0.09 |
Tarapur Transformers expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Tarapur Transformers' Buy-and-hold return. Our buy-and-hold chart shows how Tarapur Transformers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Tarapur Transformers Market Price Analysis
Market price analysis indicators help investors to evaluate how Tarapur Transformers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Tarapur Transformers shares will generate the highest return on investment. By understating and applying Tarapur Transformers stock market price indicators, traders can identify Tarapur Transformers position entry and exit signals to maximize returns.
Tarapur Transformers Return and Market Media
The median price of Tarapur Transformers for the period between Mon, Sep 23, 2024 and Sun, Dec 22, 2024 is 29.61 with a coefficient of variation of 26.41. The daily time series for the period is distributed with a sample standard deviation of 8.02, arithmetic mean of 30.39, and mean deviation of 5.97. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Tarapur Transformers Stock Surges to 52-Week High Amidst Sector Decline - MarketsMojo | 11/13/2024 |
2 | Tarapur Transformers Ltds Stock Hits 52-Week High, Outperforms Sector and Sensex - MarketsMojo | 12/03/2024 |
3 | Tarapur Transformers Ltds Stock Surges to 52-Week High, Outperforms Sector and Sensex - MarketsMojo | 12/10/2024 |
4 | Tarapur Transformers Hits 52-Week High of Rs. 48.34, Up 737.78 percent Yearly - MarketsMojo | 12/17/2024 |
About Tarapur Transformers Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Tarapur or other stocks. Alpha measures the amount that position in Tarapur Transformers has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Tarapur Transformers in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Tarapur Transformers' short interest history, or implied volatility extrapolated from Tarapur Transformers options trading.
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Additional Tools for Tarapur Stock Analysis
When running Tarapur Transformers' price analysis, check to measure Tarapur Transformers' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Tarapur Transformers is operating at the current time. Most of Tarapur Transformers' value examination focuses on studying past and present price action to predict the probability of Tarapur Transformers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tarapur Transformers' price. Additionally, you may evaluate how the addition of Tarapur Transformers to your portfolios can decrease your overall portfolio volatility.